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AMERICAN BEACON Alpha Quant Quality FUND

Portfolio information as of June 30, 2017
  • Summary
  • Performance
  • Overview

Investment Objective

The Fund’s investment objective is long-term capital appreciation.

ENGINEERED FOR ALPHA

Alpha Quant Advisors, LLC (“Alpha Quant”), a registered investment advisory firm founded in September 2011, provides innovative investment solutions to institutional and individual clients. Alpha Quant employs a fundamentally driven quantitative investment process to design active strategies intended to deliver above-market performance. Alpha Quant has been an independent affiliate of American Beacon Advisors, Inc., since October 2016.

Firm inception: 2011

Portfolio Managers:

  • Massimo Santicchia, EVP and CIO;
    industry since 1999
  • Katherine Gallagher, Senior Portfolio Manager; industry since 2000

FOCUSED ON ALPHA FACTORS

  • Factor exposure (rather than style exposure) may lead to long-term success.
  • Quality relates to shareholder value creation and portfolio performance.
  • Return on invested capital meets both requirements.
  • Risk is managed by incorporating valuation during the investment process.

RELATED DRIVERS
OF INVESTMENT PERFORMANCE

  • Fundamental analysis and research: Focus on the drivers of shareholder value creation and their relationship with stock returns.
  • Financial databases and analytics: Employ sophisticated statistical methods and robust analytics to estimate proprietary models.
  • Alpha factors library: Backtest alpha factors to evaluate forecasting power in various market conditions.
  • Factor models: Construct robust models by combining factors built from balance sheet, income and cash-flow statements.
  • Portfolio construction: Build portfolios that retain the maximum predictive power of the alpha factor models and use realistic constraints.

Total Fund Assets

$2.0 Million  

Sub-Advisor (%)

Alpha Quant Advisors, LLC 100%

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Growth stocks typically are more volatile than value stocks; however, value stocks have a lower expected growth rate in earnings and sales. Investing in value stocks may limit downside risk over time; however, the Fund may produce more modest gains than riskier stock funds as a trade-off for this potentially lower risk. Because the Fund may invest in fewer issuers than a more diversified portfolio, the fluctuating value of a single holding may have a greater effect on the value of the Fund. Investing in medium-capitalization stocks may involve greater volatility and lower liquidity than larger company stocks. Please see the prospectus for a complete discussion of the Fund’s risks. There can be no assurances that the investment objectives of this Fund will be met.

For a prospectus containing more information, including expenses, click here. Read it carefully before you invest or send money. Past performance is no guarantee of future results.

American Beacon is a registered service mark of American Beacon Advisors, Inc. American Beacon Funds and American Beacon Alpha Quant Quality Fund are service marks of American Beacon Advisors, Inc.